I had shin splints for three months solid: they finally disappeared 2 weeks ago. I love running, but I was also tired in the beginning. As I stuck with it, I got some more energy, and slept alot better at night.
But now, i've added weight training to my routine, and I am exhausted again.:/
I totally understand your frustration! Ice those joints, eat properly, and stick with it!! It will hopefully be better soon.
Shin splints always kept me from sticking to a running program in the past. They'd last forever, even though I took it super slow. I tried a number of times and always had a problem. This time around, I did yoga for several months before I took up the C25K program, and I had no shin splints. I think a lot of the poses did a lot to strengthen my ankles and shins and made a huge difference.